gmQO {ctmcd} | R Documentation |
Quasi-Optimization
Description
Function for deriving a Markov generator matrix estimate based on the quasi-optimization procedure of Kreinin and Sidelnikova, 2001
Usage
gmQO(tmrel, te, logmethod = "Eigen")
Arguments
tmrel |
matrix of relative transition frequencies |
te |
time elapsed in transition process |
logmethod |
method for computation of matrix logarithm, by default eigendecomposition is chosen (see |
Details
From the set of possible Markov generator matrices, the one is chosen which is closest to a matrix logarithm based candidate solution in terms of sum of squared deviations.
Value
generator matrix estimate
Author(s)
Marius Pfeuffer
References
E. Kreinin and M. Sidelnikova: Regularization Algorithms for Transition Matrices. Algo Research Quarterly 4(1):23-40, 2001
Examples
data(tm_abs)
## Derive matrix of relative transition frequencies
data(tm_abs)
tm_rel=rbind((tm_abs/rowSums(tm_abs))[1:7,],c(rep(0,7),1))
## Derive quasi optimization generator matrix estimate
gmqo=gmQO(tm_rel,1)
gmqo
[Package ctmcd version 1.4.4 Index]